Uniform Large deviations for infinite dimensional stochastic systems with jumps
Probability
2014-03-13 v1
Abstract
Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational representation formula which for an infinite sequence of i.i.d real Brownian motions and a Poisson random measure was shown in [5].
Cite
@article{arxiv.1002.3290,
title = {Uniform Large deviations for infinite dimensional stochastic systems with jumps},
author = {Vasileios Maroulas},
journal= {arXiv preprint arXiv:1002.3290},
year = {2014}
}